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SSRN eLibrary Statistics:

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Abstracts: 567,862
Full Text Papers: 469,893
Authors: 263,220
Papers Received in
  Last 12 months:
63,623

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To date: 78,997,106
Last 12 months: 9,721,728
Last 30 days: 815,718

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264,783
Total References: 9,075,328
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6,006,904
Papers with
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  Footnotes:
93,780
Total Footnotes: 9,190,948


SSRN eLibrary Search Results
JEL Code: G13
2,082,199 Total downloads
Showing Papers 3,751 - 3,800 of 5,469
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Incl. Electronic Paper On the Rate of Convergence of Binomial Greeks
22nd Australasian Finance and Banking Conference 2009
Pai-Ta Shih
Department of Finance, National Taiwan University
Date Posted: August 15, 2009
Working Paper Series
172 downloads

Incl. Electronic Paper 評論衍生性金融商品教科書與闡述資產訂價基本定理 (Reviewing the Textbooks of Derivatives and Demonstrating the Fundamental Theorem of Asset Pricing)
Jen-Chang Liu
Takming University of Science and Technology - Department of Banking and Finance
Date Posted: April 14, 2014
Last Revised: August 11, 2014
Working Paper Series
44 downloads

Incl. Electronic Paper 著作權法與消費者保護法涉及之大專教科書議題 (Analyzing the Quality of College Textbooks from the Perspective of the Copyright Act and the Consumer Protection Law)
Jen-Chang Liu and Mark Yeats
Takming University of Science and Technology - Department of Banking and Finance and Takming University of Science and Technology - Department of Applied Foreign Languages
Date Posted: September 16, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper 在多维 Black-Scholes 偏微分方程利用计价单位 (The Use of Numeraires in Multi-Dimensional Black-Scholes Partial Differential Equations)
Hyong-Chol O. , Ning Wan and Yong-hua Ro
Kim Il Sung University , Tongji University and Kim Il Sung University - Centre of Basic Sciences
Date Posted: May 31, 2005
Last Revised: November 03, 2013
Working Paper Series
70 downloads

Incl. Electronic Paper Zero Bound, Option-Implied PDFs, and Term Structure Models

Date Posted: May 28, 2008
Last Revised: May 31, 2009
Working Paper Series
142 downloads

Incl. Electronic Paper ZABR -- Expansions for the Masses
Jesper Andreasen and Brian Norsk Huge
Danske Bank - Danske Markets and Danske Bank
Date Posted: January 07, 2012
Working Paper Series
1320 downloads

Incl. Electronic Paper You Don't Have to Bother Newton for Implied Volatility
Minqiang Li
Bloomberg LP
Date Posted: December 20, 2006
Working Paper Series
1226 downloads

Incl. Electronic Paper Yield Curve Smoothing and Residual Variance of Fixed Income Positions
Raphael Douady
Riskdata
Date Posted: December 23, 2009
Working Paper Series
96 downloads

Incl. Electronic Paper Yield Curve Fitting with Term Structure Models: Empirical Evidence from the Euro Market
Revista de Economía Aplicada, Vol. 13, No. 39, 2005,
Javier F. Navas
Universidad Pablo de Olavide
Date Posted: November 20, 2007
Accepted Paper Series
343 downloads

Incl. Electronic Paper Yield Curve Construction with Tension Splines
Leif B. G. Andersen
Bank of America Merrill Lynch
Date Posted: December 19, 2005
Working Paper Series
2779 downloads

Incl. Electronic Paper Yes, Implied Volatilities Are Not Informationally Efficient. An Empirical Estimate Using Options on Interest Rate Futures Contracts.
University of Florence Economics Working Paper No. 137
Giulio Cifarelli
University of Florence - Dipartimento di Scienze Economiche
Date Posted: February 03, 2005
Working Paper Series
98 downloads

Incl. Electronic Paper Yes, FVA is a Cost for Derivatives Desks - A Note on 'Is FVA a Cost for Derivatives Desks?' by Prof. Hull and Prof. White
Antonio Castagna
Iason Ltd.
Date Posted: September 05, 2012
Working Paper Series
257 downloads

Incl. Electronic Paper Y2K Options and the Liquidity Premium in Treasury Bond Markets
FRB of New York Staff Report No. 266
Zhenyu Wang and Suresh M. Sundaresan
Indiana University, Kelley School of Business and Columbia Business School - Finance and Economics
Date Posted: November 01, 2006
Working Paper Series
94 downloads

Incl. Electronic Paper Would Position Limits Have Made any Difference to the 'Flash Crash' on May 6, 2010
Bernard Lee , Shih-Fen Cheng and Annie Koh
HedgeSPA (Hedge Funds and Sophisticated Products Advisors) , Singapore Management University - School of Information Systems and Singapore Management University - Lee Kong Chian School of Business
Date Posted: November 03, 2010
Last Revised: November 13, 2013
Working Paper Series
327 downloads

Would Greater Transparency Increase or Decrease Contracting Costs?
JOURNAL OF FINANCIAL ENGINEERING, Vol 4 No 2, June 1995
Michael F. Ferguson and Corinne M. Bronfman
University of Cincinnati - Department of Finance - Real Estate and University of Arizona
Date Posted: August 25, 1998
Accepted Paper Series

Incl. Electronic Paper Would a Stricter Fed Policy and Financial Regulation Have Averted the Financial Crisis?
Cato Policy Analysis Series, No. 648
Jagadeesh Gokhale and Peter VanDoren
Cato Institute and Cato Institute
Date Posted: October 13, 2009
Accepted Paper Series
190 downloads

Incl. Electronic Paper Worst-of Options and Correlation Skew Under a Stochastic Correlation Framework
International Journal of Theoretical and Applied Finance, Vol. 15, No. 7, 2012
Jacinto Marabel Romo
Grupo Banco Bilbao Vizcaya Argentaria (BBVA)
Date Posted: May 07, 2012
Last Revised: July 28, 2013
Accepted Paper Series
164 downloads

Incl. Electronic Paper Worst Fluctuation Method for Fast Value-at-Risk Estimates
Jean-Philippe Bouchaud and Marc Potters
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) and Capital Fund Management - Department of Science and Finance
Date Posted: October 21, 1999
Working Paper Series
488 downloads

Incl. Electronic Paper Worst Case Pricing of Rainbow Options
Discussion Paper No. 217
Juergen Topper
Andersen
Date Posted: December 18, 2001
Working Paper Series
608 downloads

Incl. Electronic Paper Wishart Quadratic Term Structure Models
Les Cahiers du CREF of HEC Montreal Working Paper No. 03-10
Christian Gourieroux and Razvan Sufana
University of Toronto - Department of Economics and University of Toronto - Department of Economics
Date Posted: July 18, 2005
Working Paper Series
470 downloads

Incl. Electronic Paper Why We Have Always Used the Black-Scholes-Merton Option Pricing Formula
Charles J. Corrado
Deakin University - School of Accounting, Economics & Finance
Date Posted: March 11, 2009
Last Revised: April 06, 2009
Working Paper Series
807 downloads

Why VAR Fails: Long Memory and Extreme Events in Financial Markets
The ICFAI Journal of Financial Economics, Vol. 3, No. 3, pp. 19-36, September 2005
Cornelis A. Los
Alliant International University - Alliant School of Management
Date Posted: June 04, 2008
Accepted Paper Series

Incl. Electronic Paper Why VAR Fails: Long Memory and Extreme Events in Financial Markets
Cornelis A. Los
Alliant International University - Alliant School of Management
Date Posted: December 10, 2004
Working Paper Series
600 downloads

Incl. Electronic Paper Why the Rotation Count Algorithm Works
Tinbergen Institute Discussion Paper No. 2006-065/2
Roger Lord
Cardano Risk Management
Date Posted: August 03, 2006
Working Paper Series
809 downloads

Why the Law Hates Speculators: Regulation and Private Ordering in the Market for OTC Derivatives
Lynn A. Stout
Cornell Law School - Jack G. Clarke Business Law Institute
Date Posted: October 21, 1998
Working Paper Series

Why the Law Hates Speculators: Regulation and Private Ordering in the Market for OTC Derivatives
Duke Law Journal, Vol. 48, p. 701, 1999
Lynn A. Stout
Cornell Law School - Jack G. Clarke Business Law Institute
Date Posted: November 21, 2000
Accepted Paper Series

Incl. Electronic Paper Why Long Term Forward Rates (Almost) Always Slope Downwards
IFA Working Paper No. 299
Stephen M. Schaefer and Roger H. Brown
London Business School - Institute of Finance and Accounting and Warburg Dillon Read
Date Posted: March 27, 2000
Working Paper Series
489 downloads

Incl. Electronic Paper Why is the Index Smile So Steep?
EFMA 2003 Helsinki Meetings
Nicole Branger and Christian Schlag
University of Muenster - Finance Center Muenster and Goethe University Frankfurt - Department of Finance
Date Posted: October 11, 2002
Working Paper Series
455 downloads

Incl. Electronic Paper Why is Spot Carbon so Cheap and Future Carbon so Dear? The Term Structure of Carbon Prices
Don Bredin and John E. Parsons
University College Dublin and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: August 11, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Why is Portfolio Insurance Attractive to Investors?
Dennis Vrecko and Nicole Branger
University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Date Posted: December 09, 2009
Last Revised: December 17, 2009
Working Paper Series
259 downloads

Incl. Electronic Paper Why Forward Sales of Housing Survive? - A Theoretical Model
Chung Yim Edward Yiu
Chinese University of Hong Kong - Department of Geography and Resource Management
Date Posted: September 17, 2008
Working Paper Series
46 downloads

Why Firms Use Currency Derivatives
J. OF FINANCE, Vol. 52 No. 4, September 1997
Christopher Geczy , Bernadette A. Minton and Catherine M. Schrand
University of Pennsylvania - The Wharton School, Finance Department , Ohio State University (OSU) - Department of Finance and University of Pennsylvania - Accounting Department
Date Posted: July 17, 1997
Accepted Paper Series

Incl. Electronic Paper Why Does the Option to Stock Volume Ratio Predict Stock Returns?
Li Ge , Tse-Chun Lin and Neil D. Pearson
University of Hong Kong - Faculty of Business and Economics , University of Hong Kong - Faculty of Business and Economics and University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: July 22, 2014
Last Revised: July 30, 2014
Working Paper Series
123 downloads

Incl. Electronic Paper Why Does Implied Risk Aversion Smile?
FAME Research Paper No. 47
Alexandre Ziegler
University of Zurich - Swiss Banking Institute (ISB)
Date Posted: March 25, 2003
Working Paper Series
250 downloads

Incl. Electronic Paper Why Does Higher Variability of Trading Activity Predict Lower Expected Returns?
Alexander Barinov
University of Georgia - Terry College of Business
Date Posted: September 01, 2010
Last Revised: September 25, 2014
Working Paper Series
79 downloads

Incl. Electronic Paper Why Do Short Interests Predict Returns? Over-Valuation and Information
Kalok Chan , Hung Wan Kot and Sophie X. Ni
Hong Kong University of Science & Technology - Department of Finance , Hong Kong Baptist University - Department of Finance & Decision Sciences and Hong Kong University of Science and Technology
Date Posted: May 09, 2014
Last Revised: May 28, 2014
Working Paper Series
50 downloads

Incl. Electronic Paper Why Do Option Introductions Depress Stock Prices? An Empirical Study of Diminishing Short-Sale Constraints
DePaul University Working Paper
Bartley R. Danielsen and Sorin M. Sorescu
North Carolina State University - Poole College of Management and Texas A&M University (TAMU) - Department of Finance
Date Posted: May 09, 2000
Working Paper Series
534 downloads

Incl. Electronic Paper Why Do Investment Banks Buy Put Options from Companies?
Stanley B. Gyoshev , Todd R. Kaplan , Samuel H. Szewczyk and George P. Tsetsekos
XFI Centre for Finance and Investment - University of Exeter Business School , University of Exeter Business School - Department of Economics , Drexel University - Department of Finance and Drexel University - Department of Finance
Date Posted: December 04, 2012
Last Revised: October 10, 2013
Working Paper Series
75 downloads

Incl. Electronic Paper Why Do Insiders Hedge Their Ownership? An Empirical Examination
J. Carr Bettis , John M. Bizjak and Swaminathan L. Kalpathy
Arizona State University (ASU) - Finance Department , Texas Christian University and Texas Christian University - M.J. Neeley School of Business
Date Posted: March 25, 2009
Last Revised: June 19, 2013
Working Paper Series
831 downloads

Incl. Electronic Paper Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?
ECGI - Finance Working Paper No. 246/2009
Söhnke M. Bartram , Gregory W. Brown and Rene M. Stulz
Warwick Business School - Department of Finance , University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Date Posted: June 08, 2009
Working Paper Series
220 downloads

Incl. Electronic Paper Why Do Firms Issue Convertible Bonds? Evidence from the Field
Ming Dong , Marie Dutordoir and Chris Veld
York University - Schulich School of Business , University of Manchester - Manchester Business School and Monash University
Date Posted: August 12, 2011
Last Revised: May 08, 2013
Working Paper Series
444 downloads

Incl. Electronic Paper Why did the Crisis of 2008 Happen?
Nassim Nicholas Taleb
New York University-Poly School of Engineering
Date Posted: August 29, 2010
Last Revised: November 16, 2012
Working Paper Series
11583 downloads

Incl. Electronic Paper Why Are Those Options Smiling?
Univ. of Oklahoma Center for Financial Studies Working Paper
Louis H. Ederington and Wei Guan
University of Oklahoma - Division of Finance and University of South Florida St. Petersburg
Date Posted: December 29, 2000
Working Paper Series
1347 downloads

Incl. Electronic Paper Why are Put Options So Expensive?
AFA 2004 San Diego Meetings; University of Illinois at Chicago Working Paper
Oleg Bondarenko
University of Illinois at Chicago - Department of Finance
Date Posted: April 29, 2003
Working Paper Series
3377 downloads

Why Adding Firm Value with a Put Feature in Debt Contracts is Better than Renegotiation
Christian Koziol
University of Mannheim - Department of Business Administration and Finance
Date Posted: March 21, 2006
Working Paper Series

Incl. Electronic Paper Why a Volatility Index Can Be Useful in the Spanish Financial Market?
Maria T. Gonzalez-Perez and Alfonso Novales Cinca
Universidad Complutense de Madrid - Colegio Universitario de Estudios Financieros (CUNEF) and Universidad Complutense de Madrid
Date Posted: September 09, 2009
Working Paper Series
46 downloads

Who Trades Futures and How: Evidence from the Heating Oil Futures Market
Journal of Business, Vol. 75, No. 2, April 2002
Louis H. Ederington and Jae Ha Lee
University of Oklahoma - Division of Finance and Sungkyunkwan University
Date Posted: September 14, 2001
Accepted Paper Series

Incl. Electronic Paper Who Trades Futures and How: Evidence from the Heating Oil Futures Market
Louis H. Ederington and Jae Ha Lee
University of Oklahoma - Division of Finance and Sungkyunkwan University
Date Posted: December 20, 2000
Working Paper Series
1017 downloads

Who Buys and Who Sells Options: The Role of Options in a General Equilibrium Model with Background Risk
Guenter Franke , Richard C. Stapleton and Marti G. Subrahmanyam
University of Konstanz - Department of Economics , University of Strathclyde - Department of Accounting and Finance and New York University - Stern School of Business
Date Posted: July 20, 1998
Working Paper Series

Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk
Journal of Economic Theory, 1998
Guenter Franke , Richard C. Stapleton and Marti G. Subrahmanyam
University of Konstanz - Department of Economics , University of Strathclyde - Department of Accounting and Finance and New York University - Stern School of Business
Date Posted: May 20, 1998
Accepted Paper Series


 

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